Not sure if I am misunderstanding the framework algorithm wizard. The one where we can select what looks like some pre-built modules:

https://i.imgur.com/eVMnuWz.png

I created a simple framework and then ran it immediately for testing and it returned this error.


Runtime Error: Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the GGP R735QTJ8XC9X key exist in the collection and/or that collection is not empty. KeyError : 'the label [GGP R735QTJ8XC9X] is not in the [index]' (Open Stacktrace)

Here is the code it generated:

from Selection.QC500UniverseSelectionModel import QC500UniverseSelectionModel

from Alphas.RsiAlphaModel import RsiAlphaModel

from Portfolio.EqualWeightingPortfolioConstructionModel import EqualWeightingPortfolioConstructionModel

from Execution.VolumeWeightedAveragePriceExecutionModel import VolumeWeightedAveragePriceExecutionModel

from Risk.MaximumSectorExposureRiskManagementModel import MaximumSectorExposureRiskManagementModel


class BasicTemplateFrameworkAlgorithm(QCAlgorithmFramework):

def Initialize(self):

# Set requested data resolution
self.UniverseSettings.Resolution = Resolution.Minute

self.SetStartDate(2018, 3, 16) #Set Start Date
self.SetEndDate(2018, 9, 16) #Set End Date
self.SetCash(100000) #Set Strategy Cash

self.SetUniverseSelection(QC500UniverseSelectionModel())

self.SetAlpha(RsiAlphaModel(60, Resolution.Minute))

self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

self.SetExecution(VolumeWeightedAveragePriceExecutionModel())

self.SetRiskManagement(MaximumSectorExposureRiskManagementModel())



def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Filled:
# self.Debug("Purchased Stock: {0}".format(orderEvent.Symbol))
pass

I assume it should run correct? Or am I missing something? 

As always, thanks!